Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 636.031356 651.417229 666.552516 682.557577 698.997343 715.386891 732.957749
2026-02-01 615.534437 638.131880 660.662583 684.811361 709.960187 735.377522 763.007822
2026-02-08 601.516219 629.144977 656.964035 687.076439 718.754418 751.094340 786.611783
2026-02-15 589.570861 621.185736 653.278407 688.302262 725.458104 763.709766 806.080698
2026-02-22 579.684838 614.683491 650.464174 689.793296 731.824757 775.415277 824.064349
2026-03-01 570.589707 608.512750 647.530783 690.694866 737.131319 785.610457 840.083822
2026-03-08 561.635804 602.098127 643.971271 690.566700 740.999319 793.971103 853.864379
2026-03-15 554.900062 597.772851 642.381070 692.292535 746.620688 804.008914 869.274947
2026-03-22 547.545740 592.523347 639.557937 692.453685 750.335152 811.802166 882.089376
2026-03-29 542.266520 589.333259 638.788475 694.677113 756.141729 821.744657 897.152699
2026-04-05 537.951635 587.035092 638.844698 697.665474 762.665715 832.378088 912.909564
2026-04-12 532.986808 583.873315 637.818664 699.333938 767.622433 841.198823 926.598072
2026-04-19 529.574094 582.335924 638.506312 702.835205 774.567164 852.203131 942.735259
2026-04-26 525.504756 579.958596 638.165378 705.101977 780.062517 861.544929 956.988978
2026-05-03 521.722890 577.797521 637.970977 707.445045 785.569990 870.848244 971.172239
2026-05-10 517.392370 574.923617 636.891713 708.711855 789.797232 878.664277 983.647626
2026-05-17 513.453394 572.400214 636.123791 710.252850 794.269104 886.709391 996.358266
2026-05-24 509.274570 569.522272 634.880734 711.184634 797.989789 893.861250 1008.028399
2026-05-31 504.543715 565.937129 632.763846 711.052172 800.437046 899.519916 1017.961318
2026-06-07 501.272380 563.940510 632.382028 712.835858 805.020902 907.577861 1030.634009
2026-06-14 497.056631 560.798950 630.636935 713.002411 807.702544 913.425831 1040.742858
2026-06-21 494.388555 559.370138 630.792111 715.300399 812.795855 922.017533 1054.023095
2026-06-28 492.342581 558.606895 631.666168 718.389021 818.775474 931.620262 1068.490911